Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 5.89% | 0.15 CHF | 0.16 CHF | 1'281'000 | 1'281'000 | 567'661 | 567'661 | 92'446 CHF | 98'141 CHF | 99.90% | 99.90% |
19.11.2024 | 6.41% | 0.17 CHF | 0.18 CHF | 1'407'300 | 1'407'300 | 631'091 | 631'091 | 97'445 CHF | 103'768 CHF | 100.00% | 100.00% |
18.11.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 1'342'400 | 1'342'400 | 597'855 | 597'855 | 102'648 CHF | 108'638 CHF | 99.90% | 99.90% |
15.11.2024 | 4.45% | 0.18 CHF | 0.19 CHF | 929'600 | 929'600 | 400'979 | 400'979 | 86'400 CHF | 90'441 CHF | 99.69% | 99.69% |
14.11.2024 | 3.49% | 0.26 CHF | 0.27 CHF | 817'400 | 817'400 | 354'813 | 354'813 | 99'656 CHF | 103'210 CHF | 100.00% | 100.00% |
13.11.2024 | 4.21% | 0.27 CHF | 0.28 CHF | 955'200 | 955'200 | 429'441 | 429'441 | 104'430 CHF | 108'733 CHF | 100.00% | 100.00% |
12.11.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 1'046'000 | 1'046'000 | 466'673 | 466'673 | 100'825 CHF | 105'500 CHF | 100.00% | 100.00% |
11.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 995'200 | 995'200 | 441'385 | 441'385 | 100'441 CHF | 104'863 CHF | 100.00% | 100.00% |
08.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 931'600 | 931'600 | 415'760 | 415'760 | 98'264 CHF | 102'429 CHF | 100.00% | 100.00% |
07.11.2024 | 4.51% | 0.25 CHF | 0.26 CHF | 1'022'500 | 1'022'500 | 456'584 | 456'584 | 106'118 CHF | 110'696 CHF | 99.33% | 99.33% |